Using MMX & XMM Registers

Hello, I was trying to look into using some of the new instruction sets for parallel processing and was wondering if anyone here has had any experience using these. I've looked into some documentation on MSDN and even played around with XMM registers a bit and was wondering if there is any downside to using these that I should be aware of. I'm assuming these instruction sets are supported on a Pentium III and upwards as well as AMD's hardware?

I was considering trying XMM registers considering I am dealing with mathematical computations on large vectors, but am worried that for some reason unknown to me that I might have to go back through all my code and remove all this code for standard c code... any opinions would be greatly appreciated. Also, in the documentation it considers these instruction sets as "multimedia" enhancers of sorts.. wtf does that mean?

"Simplicity does not precede complexity, but follows it." -- Alan Perlis
"Testing can only prove the presence of bugs, not their absence." -- Edsger Dijkstra
"The only real mistake is the one from which we learn nothing." -- John Powell

Was going to go with intrinsics in MSVC 2005.. I read the link you posted and it more-or-less scared me away from intrinsics although I'm still intrigued. So whats the deal should I attempt to go with intrinsics? Bad idea?